How do you cast very dark shadows?
If your doing a space scene, there isn't an atmosphere to emit or bounce light. therefore make sure the world's light is set to absolute black and from there you have full control of the lights that comes from our sun or your main light source.

Tip: set the size of your sun to something between 0 - 0.05, it makes it sharper and gives the illusion of a very huge object, study the physics if you want to understand why that happens.

Till next time